INFORMATION, FUTURES PRICES, AND STABILIZING SPECULATION

[1] MARTINGALE, MARKET EFFICIENCY AND COMMODITY PRICES [J]. EUROPEAN ECONOMIC REVIEW, 1977, 10 (01) : 1 - 17

[2] DANTHINE JP, 1976, THESIS CARNEGIE MELL

[3] DeGroot, 1970, OPTIMAL STAT DECISIO, V82

[4] GREEN JL, UNPUBLISHED

[5] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[6] EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 431 - 449

[7] SPECULATION AND EQUILIBRIUM - INFORMATION, RISK, AND MARKETS [J]. QUARTERLY JOURNAL OF ECONOMICS, 1975, 89 (04) : 519 - 542

[8] INFORMATION AND MARKET EQUILIBRIUM [J]. BELL JOURNAL OF ECONOMICS, 1975, 6 (01): : 357 - 376

[9] KIHLSTROM RE, 1974, BAYESIAN EXPOSITION

[10] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[1] MARTINGALE, MARKET EFFICIENCY AND COMMODITY PRICES [J]. EUROPEAN ECONOMIC REVIEW, 1977, 10 (01) : 1 - 17

[2] DANTHINE JP, 1976, THESIS CARNEGIE MELL

[3] DeGroot, 1970, OPTIMAL STAT DECISIO, V82

[4] GREEN JL, UNPUBLISHED

[5] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[6] EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 431 - 449

[7] SPECULATION AND EQUILIBRIUM - INFORMATION, RISK, AND MARKETS [J]. QUARTERLY JOURNAL OF ECONOMICS, 1975, 89 (04) : 519 - 542

[8] INFORMATION AND MARKET EQUILIBRIUM [J]. BELL JOURNAL OF ECONOMICS, 1975, 6 (01): : 357 - 376

[9] KIHLSTROM RE, 1974, BAYESIAN EXPOSITION

[10] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]